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- W4302197364 abstract "The problem of reducing the bias of maximum likelihood estimator in a general multivariate elliptical regression model is considered. The model is very flexible and allows the mean vector and the dispersion matrix to have parameters in common. Many frequently used models are special cases of this general formulation, namely: errors-in-variables models, nonlinear mixed-effects models, heteroscedastic nonlinear models, among others. In any of these models, the vector of the errors may have any multivariate elliptical distribution. We obtain the second-order bias of the maximum likelihood estimator, a bias-corrected estimator, and a bias-reduced estimator. Simulation results indicate the effectiveness of the bias correction and bias reduction schemes." @default.
- W4302197364 created "2022-10-06" @default.
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- W4302197364 date "2015-08-24" @default.
- W4302197364 modified "2023-09-27" @default.
- W4302197364 title "Improved estimation in a general multivariate elliptical model" @default.
- W4302197364 doi "https://doi.org/10.48550/arxiv.1508.05994" @default.
- W4302197364 hasPublicationYear "2015" @default.
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